Alternative specifications of the errors in the Black-Scholes option-pricing model and various implied-variance formulas (Q899795)
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scientific article; zbMATH DE number 6524982
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| English | Alternative specifications of the errors in the Black-Scholes option-pricing model and various implied-variance formulas |
scientific article; zbMATH DE number 6524982 |
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Alternative specifications of the errors in the Black-Scholes option-pricing model and various implied-variance formulas (English)
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1 January 2016
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0.80010586977005
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0.7923793792724609
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0.7895777225494385
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0.7895249128341675
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0.7800662517547607
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